Day Change Summary |
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Previous |
Current |
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27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,746.99 |
1,712.80 |
-34.19 |
-2.0% |
1,741.43 |
High |
1,751.65 |
1,719.82 |
-31.83 |
-1.8% |
1,780.83 |
Low |
1,715.11 |
1,679.35 |
-35.76 |
-2.1% |
1,732.02 |
Close |
1,722.46 |
1,682.06 |
-40.40 |
-2.3% |
1,753.63 |
Range |
36.54 |
40.47 |
3.93 |
10.8% |
48.81 |
ATR |
26.66 |
27.83 |
1.18 |
4.4% |
0.00 |
Volume |
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Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.15 |
1,789.08 |
1,704.32 |
|
R3 |
1,774.68 |
1,748.61 |
1,693.19 |
|
R2 |
1,734.21 |
1,734.21 |
1,689.48 |
|
R1 |
1,708.14 |
1,708.14 |
1,685.77 |
1,700.94 |
PP |
1,693.74 |
1,693.74 |
1,693.74 |
1,690.15 |
S1 |
1,667.67 |
1,667.67 |
1,678.35 |
1,660.47 |
S2 |
1,653.27 |
1,653.27 |
1,674.64 |
|
S3 |
1,612.80 |
1,627.20 |
1,670.93 |
|
S4 |
1,572.33 |
1,586.73 |
1,659.80 |
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Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.92 |
1,876.59 |
1,780.48 |
|
R3 |
1,853.11 |
1,827.78 |
1,767.05 |
|
R2 |
1,804.30 |
1,804.30 |
1,762.58 |
|
R1 |
1,778.97 |
1,778.97 |
1,758.10 |
1,791.64 |
PP |
1,755.49 |
1,755.49 |
1,755.49 |
1,761.83 |
S1 |
1,730.16 |
1,730.16 |
1,749.16 |
1,742.83 |
S2 |
1,706.68 |
1,706.68 |
1,744.68 |
|
S3 |
1,657.87 |
1,681.35 |
1,740.21 |
|
S4 |
1,609.06 |
1,632.54 |
1,726.78 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,778.48 |
1,679.35 |
99.13 |
5.9% |
34.41 |
2.0% |
3% |
False |
True |
|
10 |
1,780.83 |
1,679.35 |
101.48 |
6.0% |
27.98 |
1.7% |
3% |
False |
True |
|
20 |
1,780.83 |
1,656.57 |
124.26 |
7.4% |
24.82 |
1.5% |
21% |
False |
False |
|
40 |
1,780.83 |
1,585.56 |
195.27 |
11.6% |
23.82 |
1.4% |
49% |
False |
False |
|
60 |
1,780.83 |
1,563.14 |
217.69 |
12.9% |
24.59 |
1.5% |
55% |
False |
False |
|
80 |
1,780.83 |
1,394.87 |
385.96 |
22.9% |
24.21 |
1.4% |
74% |
False |
False |
|
100 |
1,780.83 |
1,394.87 |
385.96 |
22.9% |
24.39 |
1.4% |
74% |
False |
False |
|
120 |
1,780.83 |
1,339.82 |
441.01 |
26.2% |
25.55 |
1.5% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,891.82 |
2.618 |
1,825.77 |
1.618 |
1,785.30 |
1.000 |
1,760.29 |
0.618 |
1,744.83 |
HIGH |
1,719.82 |
0.618 |
1,704.36 |
0.500 |
1,699.59 |
0.382 |
1,694.81 |
LOW |
1,679.35 |
0.618 |
1,654.34 |
1.000 |
1,638.88 |
1.618 |
1,613.87 |
2.618 |
1,573.40 |
4.250 |
1,507.35 |
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